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LEAN is the open source algorithmic trading engine powering QuantConnect. Founded in 2013 LEAN has been built by a global community of 80+ engineers and powers more than a dozen hedge funds today.

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C#
73
EventHandler in desktop mode 2 comments, last comment by Karim Elsaid,
Py
249
Problem with trade sizes 1 comment by Jing Wu,
Py
STAFF
Lean/QuantConnect Python 3.6 support 5 comments, last comment by Huy Hoang,
C#
189
Error Help. 5 comments, last comment by John Nellman,
C#
58
F# coders 2 comments, last comment by Actarus,
Py
219
How to update an indicator on a timer? 6 comments, last comment by Brent Lewis,
Py
409
Help needed in adding RollingWindow for SMA indicator. Started by Hal Trade,
C#
10.6k
How to maximise MFE? 1 comment by Quant Trader,
C#
3k
How to get data feeds for future momentum algorithm: Following the trend: diversed managed future trading 4 comments, last comment by Islander,
C#
2.9k
Margin Model Refactoring Problems Started by Matthew Martin,
C#
9
Programmer can't figure out how to program heiken ashi highs and lows 1 comment by Jared Broad,
Py
125
Indicators with Daily Resolution Not Trading 6 comments, last comment by Quant Trader,
Py
319
Made a psychological analyzer for text Started by Eric Novinson,
Py
989
Extended Market Hours 5 comments, last comment by Jared Broad,
C#
1.1k
Something strange happen on 'Schedule', it used only run once, today it run the Schedule task multiple times. 2 comments, last comment by OuYangFeng,
C#
189
Calculate Time Since was Trade Placed? Started by John Nellman,
C#
5.9k
AlgorithmManager.Run(): Portfolio value is less than or equal to zero 2 comments, last comment by Guadiana,
Py
339
Alternative Method for Accessing Historical Indicator Values When Using Python 1 comment by Ted Yap,
C#
189
Profit Target 2 comments, last comment by John Nellman,
Py
125
Backtesting with SetBrokerageModel(BrokerageName.GDAX, AccountType.Cash); 2 comments, last comment by Blagovest Velev,
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